معرفی
Davide Pettenuzzo is a Professor of Financial Econometrics at Brandeis International Business School, Brandeis University. He is also affiliated with the Department of Economics at the same institution. His research focuses on time-series econometrics, Bayesian methods, asset allocation, and financial econometric modeling. He serves as an associate editor for the Journal of Financial Econometrics.
Education:
- Ph.D. in Economics from Università Bocconi
- B.Sc. in Economics from Università degli Studi di Verona
Research Interests: His work integrates econometric methodologies with financial applications, including macroeconomic forecasting, dynamic asset allocation, and cash flow risk analysis. He has explored applications of Bayesian techniques to high-dimensional models (e.g., VARs) and machine learning in financial contexts.
Awards:
- 2013, 2015–2017: Theodore and Jane Norman Fund for Faculty Research
- 2014: Kermit H. Perlmutter Award for Teaching Excellence
Professional Experience: Prior to Brandeis, he worked at Bates White LLC (economic consulting), specializing in antitrust litigation involving econometric damage quantification. His current teaching spans econometrics at both undergraduate and graduate levels, alongside Financial Economics.
Key Themes in Research: His articles emphasize forecasting under model instability, structural breaks, and the integration of macroeconomic theories into financial models. Recent work addresses pandemic-driven corporate payout policies and the use of large language models for macroeconomic forecasting.
